“Our greatest days? They lie ahead!” cries a newsreel at the start of Amazon’s 'The Man in the High Castle'. It’s telling that the show, based on Philip K. Dick’s Hugo Award-winning novel, starts with a film – and not just because of its sumptuous, cinematic visuals.

The show, directed by David Semel and produced by Ridley Scott, is the most ambitious production from Amazon’s studios to date: not just a historical epic, but an alternative historical epic, throwing together sci-fi and conspiracies with a casual, confident intelligence.

The programme centres around an immediately gripping question: what would have happened if we lost World War II? The X-Files’ Frank Spotnitz sinks his teeth into the script, creating an immersive thriller that you could imagine the BBC doing very well – although, judging by what we’ve seen so far, we wouldn’t have it any other way.

We’re swiftly introduced to this all-new America, which has been split between the Axis powers, Japan getting the Pacific half, Germany the Atlantic. What’s remarkable is less that Dick conceived such a thing, but that you buy into it without a second thought: Semel has previous with making the fantastical believable on Heroes and his production design team’s work here is impeccable, distilling all the chilling exposition you need into one single, striking shot of Times Square with a neon swastika glowing over it.

Neither are at home in their enforced homeland. His grandfather was a Jew, which places him in danger from both sides of the United States, and works in a gun factory where he would rather use metal to make jewelry. Julia, meanwhile, is thrust into the centre of the political maelstrom, when she finds herself in possession of old film reels (part of a resistance movement and made, according to rumours, by the eponymous Man in the High Castle) that the authorities want destroyed.

In the original novel, these reels were printed books, but while elements of Dick’s work have been streamlined, Spotnitz’s screenplay ensures that the set-up is easy to follow for newcomers or old fans, without losing the author’s signature cool smarts.

On the West Coast, we meet Joe Blake – a likeable, fresh-faced Rupert Evans – a young lad with a dad who fought in the war. He’s swept into the resistance as well, tasked with driving a truck containing other sensitive material.

Both performers have an engaging presence, with the kind of faces that can swing between innocent and cunning – an essential trait to survive. Indeed, this divided America is full of equally two-faced people. Factions exist within factors, with traitors potentially on all sides of every line. Hitler may be in charge, but – in another neat touch that adds realism to the “What if?” concept – the Führer is not getting any younger, or healthier, so governments are already plotting to fill the power vacuum.

“Darkness. Pay attention,” forecast the superstitious Japanese, while the Germans are equally suspicious of their ally. “They’ve dropped a bomb before. They won’t hesitate to do it again,” notes one. “There will be war,” agrees another. However things unfold, and they really could unfold in any number of ways, peace isn’t on the cards.

Complexity is the name of the game – and nowhere is that better summed up than in the scenes featuring the superb Rufus Sewell. His Obergruppenführer, who has a taste for hunting down and torturing suspects, is practical and ruthless to a fault, asking questions he already knows the answers to and never flinching from violence. And yet he’s a polite, encouraging figure at the dinner table with his family, someone you can imagine saluting the creepy opening credits (made by the same team as Netflix’s 'Daredevil' and 'True Detective'), which are accompanied by a slow cover of Edelweiss.

But the first two episodes make it clear than anybody can be caught off guard in this sea of ambiguous loyalties. It’s no coincidence that the plot converges upon the neutral zone between the two sub-nations – the use of San Francisco and New York road signs, not to mention the oddly recognisable maps, flag up that eerie juxtaposition between the known and the foreign. “Jews do not get to decide to be Jews,” one Japanese official spits at Julia’s husband. But in a period where a country’s character has been forced upon it, there’s a dislocation between national and individual; your allegiance is as much about personal identity as it politics.

As Joe travels away from the city, leaving behind his roots, he notes ash in the sky – a moment that plays like 'Schindler’s List' dragged into the stark daylight. “The local hospital,” explains a police officer, who is both kind and yet firmly embedded in the cruel system. “They burn the elderly, the infirm. A drag on the state.”

That matter-of-fact presentation runs throughout the show, from candid conversations on buses to hushed exchanges in empty diners. It’s a magnificent achievement – but one that’s only possible because 'The Man in the High Castle' understands the power of good story-telling. “Why is a film so important?” asks one German officer of the elusive, rebellious reels. “Not even Riefenstahl could make films of such sophistication,” comes the reply. Yes, even Hitler is aware of the impact videos can have upon an audience, something that is subtly reinforced by the background noise in US homes: even the trashy detective shows in people’s living rooms see detectives investigating crimes against the Reich.

The attention to detail is astounding: it feels like a lot happens in two hours, not because of the plot, but because of the sheer amount packed into every frame. Background visuals and secondary characters all bring nuance to this version of reality. The result is a thoughtful, stunning examination of what is real and what is manufactured. In a world where propaganda can reinforce power or undermine it, 'The Man in the High Castle' appreciates that a strongly-told story can make something seem true. This is a stylish and classy piece of television – and you believe every second. Hot on the heels of 'Red Oaks' and 'Mr. Robot', and with 'Transparent' Season 2 on the way, great days for Amazon really do lie ahead.

'The Man in the High Castle' is available to watch exclusively on Amazon Prime Video, as part of a £5.99 monthly subscription – or, if you want next-day delivery on Amazon orders as well, a full £79 annual Amazon Prime membership.